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Foreign-exchange-rate forecasting with artificial neural networks

Author: Lean Yu; Shouyang Wang; Kin Keung Lai
Publisher: New York : Springer, ©2007.
Series: International series in operations research & management science, 107.
Edition/Format:   Print book : EnglishView all editions and formats
Database:WorldCat
Summary:
"This book focuses on forecasting foreign exchange rates via artificial neural networks (ANNs), creating and applying the highly useful computational techniques of Artificial Neural Networks (ANNs) to foreign-exchange rate forecasting. The result is an up-to-date review of the most recent research developments in forecasting foreign exchange rates coupled with a highly useful methodological approach to predicting  Read more...
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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Lean Yu; Shouyang Wang; Kin Keung Lai
ISBN: 9780387717197 0387717196 1441944044 9781441944047
OCLC Number: 154711864
Description: xxiii, 313 pages : illustrations ; 25 cm.
Contents: pt. I. Forecasting Foreign Exchange Rates with Artificial Neural Networks: An Analytical Survey --
1. Are Foreign Exchange Rates Predictable? --
A Literature Review from Artificial Neural Networks Perspective --
pt. II. Basic Learning Principles of Artificial Neural --
2. Basic Learning Principles of Artificial Neural Networks --
3. Data Preparation in Neural Network Data Analysis --
pt. III. Individual Neural Network Models with Optimal Learning Rates and Adaptive Momentum Factors for Foreign Exchange Rates Prediction --
4. Forecasting Foreign Exchange Rates Using an Adaptive Back-Propagation Algorithm with Optimal Factors for Foreign Exchange Rates Forecasting --
6. An Improved BP Algorithm with Adaptive Smoothing Momentum Terms for Foreign Exchange Rates Prediction --
pt. IV. Hybridizing ANN with Other Forecasting Forecasting --
7. Hybridizing BPNN and Exponential Smoothing for Foreign --
8. A Nonlinear Combined Model Hybridizing ANN and GLAR for Exchange Rates Forecasting --
9. A Hybrid GA-Based SVM Model for Foreign Exchange Market Tendency Exploration --
pt. V. Neural Network Ensemble for Foreign Exchange Rates Forecasting --
10. Forecasting Foreign Exchange Rates with a Multistage Neural Network Ensemble Model --
11. Neural Networks Meta-Learning for Foreign Exchange Rate Ensemble Forecasting --
12. Predicting Foreign Exchange Market Movement Direction Using a Confidence-Based Neural Network Ensemble Model --
13. Foreign Exchange Rates Forecasting with Multiple Candidate Models: Selecting or Combining? A Further Discussion --
pt. VI. Developing an Intelligent Foreign Exchange Rates Forecasting and Trading Decision Support System --
14. Developing an Intelligent Forex Rolling Forecasting and Trading Decision Support System I: Conceptual Framework, Modeling Techniques and System Implementations --
15. Developing an Intelligent Forex Rolling Forecasting and Trading Decision Support System II: An Empirical and Comprehensive Assessment.
Series Title: International series in operations research & management science, 107.
Responsibility: Lean Yu, Shouyang Wang, Kin Keung Lai.
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Abstract:

Focuses on forecasting foreign exchange rates via artificial neural networks (ANNs), creating and applying the highly useful computational techniques of Artificial Neural Networks (ANNs) to  Read more...

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From the reviews: "This monograph consisting of six parts focuses on forecasting exchange rates via artificial neural networks (ANNs) and it is based on the fruit of a very pleasant scientific Read more...

 
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